-4.3%
ES vs IFF
-35.9%
+31.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +1.5% | +11.8% | -10.4% | -1.1% |
| 6M | -3.5% | +16.5% | -20.0% | -7.3% |
| YTD | +7.0% | +26.5% | -19.5% | +0.7% |
| 1Y | +15.3% | +32.7% | -17.4% | +7.2% |
| 3Y | +30.2% | +32.0% | -1.8% | +20.0% |
| 5Y | -4.3% | -36.1% | +31.8% | -2.7% |
| All | -4.3% | -35.9% | +31.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling